NYMEX Natural Gas Future May 2016
| Trading Metrics calculated at close of trading on 15-Apr-2016 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2016 |
15-Apr-2016 |
Change |
Change % |
Previous Week |
| Open |
2.045 |
1.961 |
-0.084 |
-4.1% |
1.951 |
| High |
2.048 |
1.967 |
-0.081 |
-4.0% |
2.051 |
| Low |
1.957 |
1.885 |
-0.072 |
-3.7% |
1.885 |
| Close |
1.970 |
1.902 |
-0.068 |
-3.5% |
1.902 |
| Range |
0.091 |
0.082 |
-0.009 |
-9.9% |
0.166 |
| ATR |
0.084 |
0.084 |
0.000 |
0.1% |
0.000 |
| Volume |
147,139 |
137,689 |
-9,450 |
-6.4% |
783,115 |
|
| Daily Pivots for day following 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.164 |
2.115 |
1.947 |
|
| R3 |
2.082 |
2.033 |
1.925 |
|
| R2 |
2.000 |
2.000 |
1.917 |
|
| R1 |
1.951 |
1.951 |
1.910 |
1.935 |
| PP |
1.918 |
1.918 |
1.918 |
1.910 |
| S1 |
1.869 |
1.869 |
1.894 |
1.853 |
| S2 |
1.836 |
1.836 |
1.887 |
|
| S3 |
1.754 |
1.787 |
1.879 |
|
| S4 |
1.672 |
1.705 |
1.857 |
|
|
| Weekly Pivots for week ending 15-Apr-2016 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2.444 |
2.339 |
1.993 |
|
| R3 |
2.278 |
2.173 |
1.948 |
|
| R2 |
2.112 |
2.112 |
1.932 |
|
| R1 |
2.007 |
2.007 |
1.917 |
1.977 |
| PP |
1.946 |
1.946 |
1.946 |
1.931 |
| S1 |
1.841 |
1.841 |
1.887 |
1.811 |
| S2 |
1.780 |
1.780 |
1.872 |
|
| S3 |
1.614 |
1.675 |
1.856 |
|
| S4 |
1.448 |
1.509 |
1.811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2.051 |
1.885 |
0.166 |
8.7% |
0.075 |
3.9% |
10% |
False |
True |
156,623 |
| 10 |
2.074 |
1.885 |
0.189 |
9.9% |
0.082 |
4.3% |
9% |
False |
True |
157,973 |
| 20 |
2.074 |
1.837 |
0.237 |
12.5% |
0.082 |
4.3% |
27% |
False |
False |
136,398 |
| 40 |
2.074 |
1.731 |
0.343 |
18.0% |
0.077 |
4.0% |
50% |
False |
False |
101,831 |
| 60 |
2.380 |
1.731 |
0.649 |
34.1% |
0.076 |
4.0% |
26% |
False |
False |
81,334 |
| 80 |
2.549 |
1.731 |
0.818 |
43.0% |
0.078 |
4.1% |
21% |
False |
False |
65,800 |
| 100 |
2.549 |
1.731 |
0.818 |
43.0% |
0.074 |
3.9% |
21% |
False |
False |
55,488 |
| 120 |
2.637 |
1.731 |
0.906 |
47.6% |
0.073 |
3.8% |
19% |
False |
False |
47,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2.316 |
|
2.618 |
2.182 |
|
1.618 |
2.100 |
|
1.000 |
2.049 |
|
0.618 |
2.018 |
|
HIGH |
1.967 |
|
0.618 |
1.936 |
|
0.500 |
1.926 |
|
0.382 |
1.916 |
|
LOW |
1.885 |
|
0.618 |
1.834 |
|
1.000 |
1.803 |
|
1.618 |
1.752 |
|
2.618 |
1.670 |
|
4.250 |
1.537 |
|
|
| Fisher Pivots for day following 15-Apr-2016 |
| Pivot |
1 day |
3 day |
| R1 |
1.926 |
1.968 |
| PP |
1.918 |
1.946 |
| S1 |
1.910 |
1.924 |
|